-85.6%
SMR vs UMC
+112.5%
-198.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.6% |
| 7D | -9.5% | -14.7% | +5.1% | -3.3% |
| 30D | -33.2% | -32.9% | -0.3% | -20.8% |
| 3M | -45.9% | -22.2% | -23.8% | -40.4% |
| 6M | -57.9% | +25.9% | -83.8% | -62.2% |
| YTD | -63.8% | +107.9% | -171.7% | -76.6% |
| 1Y | -85.6% | +115.0% | -200.6% | -91.4% |
| All | -85.6% | +112.5% | -198.1% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling